+4,437.6%
LUV vs PTC
+6,346.6%
-1,909.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.3% | +3.4% |
| 7D | +0.4% | -10.3% | +10.7% | +2.3% |
| 30D | -18.4% | +1.1% | -19.6% | -18.8% |
| 3M | -3.2% | +1.6% | -4.8% | -4.3% |
| 6M | -14.8% | -13.5% | -1.4% | -13.4% |
| YTD | -2.9% | -19.1% | +16.2% | -0.3% |
| 1Y | +29.6% | -33.9% | +63.5% | +37.9% |
| 3Y | +35.2% | -3.9% | +39.1% | +33.6% |
| 5Y | -11.7% | +6.0% | -17.7% | -15.0% |
| 10Y | +21.6% | +223.7% | -202.2% | -5.7% |
| All | +4,437.6% | +6,346.6% | -1,909.0% | +1,102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling